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Statistics and Data Science Seminar Series Yury Polyanskiy

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Statistics and Data Science Seminar Series Bhaswar B. Bhattacharya

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Self-regularizing Property of Nonparametric Maximum Likelihood Estimator in Mixture Models

Yury Polyanskiy (MIT)
online

Abstract: Introduced by Kiefer and Wolfowitz 1956, the nonparametric maximum likelihood estimator (NPMLE) is a widely used methodology for learning mixture models and empirical Bayes estimation. Sidestepping the non-convexity in mixture likelihood, the NPMLE estimates the mixing distribution by maximizing the total likelihood over the space of probability measures, which can be viewed as an…

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Detection Thresholds for Distribution-Free Non-Parametric Tests: The Curious Case of Dimension 8

Bhaswar B. Bhattacharya (University of Pennsylvania, Wharton School)
online

Abstract: Two of the fundamental problems in non-parametric statistical inference are goodness-of-fit and two-sample testing. These two problems have been extensively studied and several multivariate tests have been proposed over the last thirty years, many of which are based on geometric graphs. These include, among several others, the celebrated Friedman-Rafsky two-sample test based on the…

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